CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 1.3657 1.3712 0.0055 0.4% 1.3629
High 1.3670 1.3805 0.0135 1.0% 1.3805
Low 1.3645 1.3712 0.0067 0.5% 1.3550
Close 1.3669 1.3754 0.0085 0.6% 1.3754
Range 0.0025 0.0093 0.0068 272.0% 0.0255
ATR 0.0066 0.0071 0.0005 7.6% 0.0000
Volume 26 18 -8 -30.8% 162
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4036 1.3988 1.3805
R3 1.3943 1.3895 1.3780
R2 1.3850 1.3850 1.3771
R1 1.3802 1.3802 1.3763 1.3826
PP 1.3757 1.3757 1.3757 1.3769
S1 1.3709 1.3709 1.3745 1.3733
S2 1.3664 1.3664 1.3737
S3 1.3571 1.3616 1.3728
S4 1.3478 1.3523 1.3703
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4468 1.4366 1.3894
R3 1.4213 1.4111 1.3824
R2 1.3958 1.3958 1.3801
R1 1.3856 1.3856 1.3777 1.3907
PP 1.3703 1.3703 1.3703 1.3729
S1 1.3601 1.3601 1.3731 1.3652
S2 1.3448 1.3448 1.3707
S3 1.3193 1.3346 1.3684
S4 1.2938 1.3091 1.3614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3805 1.3550 0.0255 1.9% 0.0047 0.3% 80% True False 32
10 1.3805 1.3436 0.0369 2.7% 0.0052 0.4% 86% True False 70
20 1.3805 1.3436 0.0369 2.7% 0.0046 0.3% 86% True False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4200
2.618 1.4048
1.618 1.3955
1.000 1.3898
0.618 1.3862
HIGH 1.3805
0.618 1.3769
0.500 1.3759
0.382 1.3748
LOW 1.3712
0.618 1.3655
1.000 1.3619
1.618 1.3562
2.618 1.3469
4.250 1.3317
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 1.3759 1.3729
PP 1.3757 1.3703
S1 1.3756 1.3678

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These figures are updated between 7pm and 10pm EST after a trading day.

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